Matlab functions for HP-filter

Kurt Annen ()

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: These function implement the HP-filter in Matlab

Language: Matlab
Date: 2004

Downloads: (external link)
http://dge.repec.org/codes/annen/penta2.m program code (application/x-matlab)
http://dge.repec.org/codes/annen/hpfilter.m program code (application/x-matlab)
none

Related works:
Journal Article: Postwar U.S. Business Cycles: An Empirical Investigation (1997)
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